Anic Equity¶

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Total return since start: 0.662 %¶

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Equity now: -----------------------------> 50777.25 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45223.93 Kr¶

PnL: ---------------------------------------> -353.66 Kr¶

DD now: ---------------------------------> -4.411 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 12:44:28.792758'

Anic Portfolio¶

Today¶

Return: 0.051 %¶

This Week¶

Return: 0.051 %¶

Total portfolio value¶

Return including deposits: 66.232 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.620000 3592.500000 30.000000 0.840000 3562.500000
Hexatronic Group 15 4.030000 1093.200000 25.500000 2.390000 1067.700000
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
Orrön Energy 170 -2.220000 2060.400000 19.550000 0.960000 2040.850000
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Sagax B 4 -0.800000 895.200000 12.000000 1.360000 883.200000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Profoto Holding 7 -0.240000 593.600000 11.600000 1.990000 581.999999
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Atrium Ljungberg B 5 0.000000 908.500000 7.000000 0.780000 901.500000
Vitec Software Group B 2 -1.780000 1106.000000 5.000000 0.450000 1101.000000
HEXPOL B 8 -0.580000 959.200000 4.000000 0.420000 955.200000
Latour B 4 -2.630000 857.600000 3.600000 0.420000 854.000000
Addnode Group B 7 -2.120000 906.500000 3.500000 0.390000 903.000000
OX2 12 -2.760000 909.600000 3.000000 0.330000 906.600000
ASSA ABLOY B 4 -1.230000 993.200000 2.400000 0.240000 990.800000
Alimak Group 12 0.120000 1006.800000 2.400000 0.240000 1004.400000
BHG Group 109 -5.230000 1421.360000 2.180000 0.150000 1419.180000
JM 7 -1.240000 949.900000 2.100000 0.220000 947.800000
Sandvik 4 -1.300000 847.200000 1.600000 0.190000 845.600000
SKF B 5 -1.260000 979.000000 1.000000 0.100000 978.000000
Biotage 1 -6.460000 147.600000 0.100000 0.070000 147.500000
Gränges 10 4.120000 1036.000000 0.000000 0.000000 1036.000000
Hennes & Mauritz B 6 -1.120000 909.960000 0.000000 0.000000 909.960000
Byggmax Group 33 -1.620000 964.260000 -0.660000 -0.070000 964.920000
AcadeMedia 20 -1.100000 973.600000 -2.000000 -0.210000 975.600000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Hoist Finance 36 0.360000 1002.600000 -5.400000 -0.540000 1008.000000
EQT 4 -2.390000 864.400000 -6.400000 -0.730000 870.800000
Catena 2 -0.600000 797.200000 -6.400000 -0.800000 803.600000
Vitrolife 3 -2.200000 667.800000 -9.200000 -1.360000 677.000001
Investor B 3 -1.370000 645.750000 -12.250000 -1.860000 657.999999
Creaspac SPAC 40 -0.840000 3796.000000 -28.000000 -0.730000 3824.000000
VEF 788 -2.730000 1851.800000 -45.700000 -2.410000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -2.620000 2631.900000 -351.680000 -11.790000 2983.577733
TOTAL 45223.930000 -353.660000 -4.41093% 45577.591729

Updated:¶

'2023-06-19 12:44:45.853784'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶